Interest Rates Derivatives
2017 year-to-date vs. 2016 year-to-date
- Both overall interest rate notionals and trade counts increased 17% and 7%, respectively
- Both cleared notionals and trade counts were up 23% and 17%, respectively
- Both SEF notionals and trade counts increased 17% and 20%, respectively
- 88% of total notional was cleared vs. 83%
- 55% of total notional was executed On SEF, flat with last year
2017 current week vs. 2016 current week
- Both overall interest rate notionals and trade counts increased 61% and 23%, respectively
- Both cleared notionals and trade counts were up 71% and 39%, respectively
- Both SEF notionals and trade counts increased 66% and 39%, respectively
- 88% of total notional was cleared vs. 83%
- 53% of total notional was executed On SEF vs. 51%
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Credit Default Swaps
2017 year-to-date vs. 2016 year-to-date
- Both overall CDS notionals and trade counts were down 9% and 18%, respectively
- Both cleared notionals and trade counts decreased 11% and 18%, respectively
- Both SEF notionals and trade counts decreased 12% and 20%, respectively
- 79% of total notional was cleared vs. 81%
- 74% of total notional was executed On SEF vs. 76%
2017 current week vs. 2016 current week
- Both overall CDS notionals and trade counts were up 24% and 11%, respectively
- Both cleared notionals and trade counts increased 25% and 13%, respectively
- Both SEF notionals and trade counts increased 28% and 15%, respectively
- 83% of total notional was cleared, flat with last year
- 80% of total notional was executed On SEF vs. 77%